Introduction to mathematical portfolio theory

Definitions of risk and return

Efficient portfolios: the two-asset case

Portfolios with a risk-free asset

Finding the efficient frontier- the multi-asset case

Single-factor models

Multi-factor models

Introducing utility

Utility and risk aversion

Foundations of utility theory

Maximizing long-term growth

Stochastic dominance

Risk measures

The capital asset pricing model

The arbitrage pricing model

Market efficiency and rationality

Brownian motion and stock price models across time

Appendix A. Matrix algebra

Appendix B. Solutions.